How often do people start tenure track positions, but then leave after a few years? Does anyone know stories where people left either for another academic position that is a better fit, or for a non-academic position (e.g., clinical work, industry, etc.)?
I've always equated tenure track with "for life." But, I know this can't be true for everyone.

Thoughts commenters have on this would be helpful, including reasons why people left their position.

I've heard of a few cases where people left one tenure track position for another. Sometimes a better opportunity opens up in terms of fit or location, sometimes people are not happy in their current position. I have also heard from academic mentors that your first job does not have to be your last. Personally, I think one institution change pre-tenure is acceptable. But departments will probably start to wonder about someone who bounces around a number of times before getting tenure at any one institution.

I only know of a couple of people who left tenured (not tenure track) positions for a non-academic position (e.g., evaluation work or foundations). There is one person that I know who left a tenured position to start a company that provides resources and support to help junior professors obtain tenure (noble goal). See facultydiversity dot org. They all seem really happy. On the other hand, I have a friend who went straight from our PhD program to industry and always complains about the lack of intellectual stimulation. I guess it just depends on what is most important to you.

I don't know that many cases of people leaving academia permanently after being on the tenure track a short time, but I do know of a few. More often, I've seen people make pre-tenure laterals to other institutions. Usually it is to "upgrade" their position for a more prestigious school, lower teaching load, higher salary, etc. However, sometimes people make pre-tenure leaves when they get a so-so review leading up to the tenure decision (i.e. a warning), in which case they will usually move to a similar or slightly less prestigious school. I've also seen people who have been denied tenure after going through the process, and who have subsequently moved to a pretty substantially less prestigious school.

In terms of leaving academia and the reasons to do so, I don't know much about it, but I can imagine the reasons would be:
1) a desire for a different lifestyle, perhaps fewer hours of work
2) a different job description, perhaps one with zero research (if you like teaching/training) or zero teaching (if you love research and hate teaching) or a different balance/type of administrative/service work
3) different pressures or less pressure overall, e.g. no need to apply for grants
4) MONEY (maybe this is the biggest reason?)

Academics have flexible schedules, but most professor jobs still require a lot of hours of work. It is possible to have a part-time job in industry with fewer hours and pretty similar pay, or a full-time job with close the same number of hours and a lot more pay. If you're the sole or primary breadwinner for your family you might find you need to make this kind of change.

One of my postdoc adviser's ex-students got tenure and then left to pursue her love of pottery. I think she was much happier with this new life. Probably too much of an oddball case to be any use to you…

In fact, an article published today in Science about this topic can give you some idea. Here is the abstract:

Individual assistant professors (a total of 2966 faculty) hired in science and engineering since 1990 at 14 United States universities were tracked from time of hire to time of departure by using publicly available catalogs and bulletins. Results of survival analysis showed that the chance that any given faculty member will be retained over time is less than 50%; the median time to departure is 10.9 years. Of all those who enter as assistant professors, 64.2% were promoted to associate professor at the same institution. Overall, men and women are retained and promoted at the same rate. In mathematics, however, faculty leave significantly earlier than other disciplines, and women leave significantly sooner than men, 4.45 years compared with 7.33 years.

Its odd people don't know more people who went the post-acadamic route. Given the trends in the feild, some sub-feids more than others—where far more graduate students are admitted than tenure track jobs available, most people in grad school will end up post-academic jobs. National Education statics show that the half of all grad studens will not graduate, and other recent reports show that between half and 1/4 of those who do graduate will ever get a tenure track job.

Is this the little white lie of academia or are our/your advisors so insular that they have no clue of the realties of the job market or of the world that exist out side of their tiny sphere?

I know people who have left academia but the trouble is, once they leave academia, I don't see them at conferences, etc, to find out what they are doing and how their lives are going. I know several people from my area have taken jobs in university administration/research, market research firms and the like but I know very little about what that means. All of the people I know who did not pursue the professor route did so right after graduate school. That is, I know of very few people who started a tenure track job and then left it because they were unhappy. And I do not know any of them well enough to why they left.

a number of my colleagues (who graduated from top 5 social psych program in last 3 years) are in market research firms, businesses business schools, independent research companies, administrative aspects of universities rather than professorships, working for the government, etc. They seem happy with their choices.